+41.4%
GS vs ADI
+50.9%
-9.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -1.6% | -3.8% | +2.2% | -0.2% |
| 3M | -4.5% | -15.3% | +10.8% | +0.5% |
| 6M | +20.9% | +6.7% | +14.2% | +14.3% |
| YTD | +19.9% | +34.8% | -14.9% | +3.7% |
| 1Y | +41.4% | +49.0% | -7.6% | +17.0% |
| All | +41.4% | +50.9% | -9.5% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ADI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling